Servlets are written in Java and are platform-independent. 

Servlets run under the JVM and may be secured using the Java
sandbox. 

Servlets run as threads and may be preloaded to improve their 
performance.

there are two advantages:-
(a)in servlet,it is not necessary to create a seperate 
process to handle client request.
(b)servlets are platform independent because they are 
written in java.

cgi makes use of multiprocessing.Means each and every
request is processed by an individual process.where as
servlets make use of multithreading.A single process with
multiple threads to accomplish the particular task